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mango-v4
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Perp liq: Fix base position liquidation amount computation 

It was wrong for quote weights != 1.
This commit is contained in:
Christian Kamm 2022-09-27 11:10:28 +02:00
parent dd83aeb156
commit 77abfd0529
1 changed files with 4 additions and 2 deletions
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6
programs/mango-v4/src/instructions/perp_liq_base_position.rs
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@ -112,7 +112,8 @@ pub fn perp_liq_base_position(
// and increased by `base * price * (1 - liq_fee) * quote_init_asset_weight`
let quote_asset_weight = I80F48::ONE;
let health_per_lot = cm!(price_per_lot
* (quote_asset_weight - perp_market.init_asset_weight - perp_market.liquidation_fee));
* (quote_asset_weight * (I80F48::ONE - perp_market.liquidation_fee)
- perp_market.init_asset_weight));
// number of lots to transfer to bring health to zero, rounded up
let base_transfer_for_zero: i64 = cm!(-liqee_init_health / health_per_lot)
@ -141,7 +142,8 @@ pub fn perp_liq_base_position(
// and reduced by `base * price * (1 + liq_fee) * quote_init_liab_weight`
let quote_liab_weight = I80F48::ONE;
let health_per_lot = cm!(price_per_lot
* (perp_market.init_liab_weight - quote_liab_weight + perp_market.liquidation_fee));
* (perp_market.init_liab_weight * (I80F48::ONE + perp_market.liquidation_fee)
- quote_liab_weight));
// (negative) number of lots to transfer to bring health to zero, rounded away from zero
let base_transfer_for_zero: i64 = cm!(liqee_init_health / health_per_lot)